Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration

被引:0
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作者
Mátyás Barczy
Zenghu Li
Gyula Pap
机构
[1] University of Debrecen,Faculty of Informatics
[2] Beijing Normal University,School of Mathematical Sciences
[3] University of Szeged,Bolyai Institute
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关键词
Multitype continuous state and continuous time branching process with immigration; Moments; Comparison theorem; Truncation; 60J80; 60J75; 60H10;
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摘要
Recursions for moments of multitype continuous state and continuous time branching process with immigration are derived. It turns out that the k\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k$$\end{document}th (mixed) moments and the k\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k$$\end{document}th (mixed) central moments are polynomials of the initial value of the process, and their degree is at most k\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$k$$\end{document} and ⌊k/2⌋\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lfloor k/2 \rfloor $$\end{document}, respectively.
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页码:958 / 995
页数:37
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